On Wed, 21 Dec 2005, Peter Dalgaard wrote:

> P Ehlers <

[hidden email]> writes:

>

> > > so a good guess at its definition is that it is obtained from W or one

> > > of the others by subtracting the mean and dividing with the SD.

> > >

> >

> > With the SD adjusted for ties, of course. (See, e.g., Conover's book.)

>

> ...which is actually the exact SD, conditional on the set of tied

> ranks, not just a correction term. See my discussion with Torsten a

> month or so ago.

>

yes, exactly. Thanks, Peter!

The `T' values reported by functions in the `coin' package are

_standardized_ statistics. Standardization is done utilizing the

conditional expectation and conditional variance of the underlying linear

statistics as given by Strasser & Weber (1999). Note that _no_

`continuity correction' whatsoever is applied. The limit distribution is

normal (or chisq, when the test statistic is a quadratic form).

The vignette explains the theoretical framework `coin' maps into

software in more detail. It _definitively_ is worse the effort to

have a look at it. At first glance it might seem a little bit

abstract but after this you'll see how general and powerful the

tools are.

We are currently working on a manuscript showing more applications, so

watch out for the new `coin' version in a few days.

Best,

Torsten

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